| Metric | 11371137:btcusd:triple_med_gx:lsma75_15 | 11371137:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 15.41% | 237.48% |
| Max Drawdown | -20.64% | -67.18% |
| Sharpe | 0.16 | 0.47 |
| Sortino | 0.24 | 0.68 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.23 | 1.08 |
| CPC Index | 0.57 | 0.62 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 44.68 | 3.32 |
| Outlier Loss Ratio | 4.08 | 3.17 |
| Volatility (ann.) | 8.87% | 26.13% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.2 | 0.63 |
| Skew | 1.49 | 0.2 |
| Kurtosis | 75.72 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.33% | 2.87% |
| Expected Yearly % | 3.65% | 35.54% |
| Kelly Criterion | -0.9% | 8.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.22% |
| Expected Shortfall (cVaR) | -0.76% | -2.22% |
| Year | 11371137:BTCUSD | 11371137:btcusd:triple_med_gx:lsma75_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -8.57 | 0.16 | + |
| 2023 | 155.54 | 16.09 | 0.10 | - |
| 2024 | 121.00 | 13.27 | 0.11 | - |
| 2025 | 30.14 | -4.02 | -0.13 | - |
| Metric | 11371137:btcusd:triple_med_gx:lsma75_15 | 11371137:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 0.6% | 45.08% |
| 6M | -4.65% | 28.47% |
| YTD | -4.02% | 30.14% |
| 1Y | -1.3% | 105.13% |
| 3Y (ann.) | 4.92% | 81.7% |
| 5Y (ann.) | 4.22% | 42.08% |
| Metric | 11371137:btcusd:triple_med_gx:lsma75_15 | 11371137:BTCUSD |
|---|---|---|
| Max Drawdown | -20.64% | -67.18% |
| Longest DD Days | 627.0 | 683.0 |
| Avg. Drawdown | -3.87% | -5.84% |
| Avg. Drawdown Days | 73.0 | 29.0 |
| Recovery Factor | 0.75 | 3.54 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-23 | 2025-07-14 | -20.64 | 447 |
| 2022-04-21 | 2024-01-08 | -19.78 | 627 |
| 2022-02-01 | 2022-04-20 | -8.61 | 77 |
| 2024-02-29 | 2024-04-10 | -3.89 | 41 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2024-01-09 | 2024-01-28 | -1.23 | 19 |
| 2024-01-28 | 2024-01-29 | -1.23 | 1 |
| 2022-01-27 | 2022-01-27 | -1.18 | 0 |
| Metric | 11371137:btcusd:triple_med_gx:lsma75_15 | 11371137:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 9.74% | 35.75% |
| Worst Week | -8.13% | -29.64% |
| Best Month | 9.15% | 43.77% |
| Worst Month | -6.46% | -37.12% |
| Best Year | 16.09% | 155.54% |
| Worst Year | -8.57% | -54.08% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 3.0% | 8.59% |
| Avg. Down Week | -1.82% | -2.65% |
| Avg. Up Month | 3.93% | 12.67% |
| Avg. Down Month | -2.65% | -11.21% |
| Win Days % | 46.06% | 51.31% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 46.84% | 51.89% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 50.0% | 75.0% |